+181.2%
DLR vs LH
+261.9%
-80.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.7% |
| 7D | +3.3% | +1.1% | +2.3% | +3.0% |
| 30D | +4.6% | +16.7% | -12.2% | -0.9% |
| 3M | -8.3% | +15.1% | -23.4% | -12.9% |
| 6M | -5.6% | +46.3% | -52.0% | -17.7% |
| YTD | +18.7% | +48.8% | -30.0% | +2.4% |
| 1Y | +17.1% | +39.7% | -22.6% | +3.2% |
| 3Y | +54.4% | +87.0% | -32.7% | +20.5% |
| 5Y | +36.5% | +53.0% | -16.5% | +12.7% |
| All | +181.2% | +261.9% | -80.7% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling